0 5 6 % The table to the left shows monthly return data for the last 20 years. In addition to the date, it includes... "Fund A" - the excess returns for a growth mutual fund. -"Fund B" - the excess returns for a momentum mutual fund. % % 5% % "Mrkt-Rf" - the return to the stock market minus the risk free rate. - "SMB" - small minus big, the size factor. Equals the returns to small stocks minus the returns to big stocks. - "HML" - high minus low, the value factor. Equals the returns to stocks with a high book to market ratio (value stocks) minus the returns to stocks with a low book to market ratio (growth stocks). "MOM"- the momentum factor. Equals the returns to stocks with high returns over the previous 12 months minus the returns to stocks with low returns over the previous 12 months. 1. You want to analyze the past performance of "Fund A", the growth fund. To do so, you will run two regressions using the "Data Analysis" toolpack. First, a Fama-French 3 Factor Model regression, which you will output in the